Nonparametric estimation of the distribution of the autoregressive coefficient from panel random-coefficient AR(1) data

Remigijus Leipus, Anne Philippe, Vytaute Pilipauskaite, Donatas Surgailis

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › peer review

Originalsprog	Engelsk
Tidsskrift	Journal of Multivariate Analysis
Vol/bind	153
Sider (fra-til)	121-135
ISSN	0047-259X
DOI	https://doi.org/10.1016/j.jmva.2016.09.007
Status	Udgivet - 2017

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@article{c7631c20375c434ebede74a12b52ac9d,

title = "Nonparametric estimation of the distribution of the autoregressive coefficient from panel random-coefficient AR(1) data",

author = "Remigijus Leipus and Anne Philippe and Vytaute Pilipauskaite and Donatas Surgailis",

year = "2017",

doi = "10.1016/j.jmva.2016.09.007",

language = "English",

volume = "153",

pages = "121--135",

journal = "Journal of Multivariate Analysis",

issn = "0047-259X",

publisher = "Academic Press",

}

TY - JOUR

T1 - Nonparametric estimation of the distribution of the autoregressive coefficient from panel random-coefficient AR(1) data

AU - Leipus, Remigijus

AU - Philippe, Anne

AU - Pilipauskaite, Vytaute

AU - Surgailis, Donatas

PY - 2017

Y1 - 2017

U2 - 10.1016/j.jmva.2016.09.007

DO - 10.1016/j.jmva.2016.09.007

M3 - Journal article

SN - 0047-259X

VL - 153

SP - 121

EP - 135

JO - Journal of Multivariate Analysis

JF - Journal of Multivariate Analysis

ER -